[doppler1 (OP)]

I was wondering that because light refracts through a prism to reveal the various colours that make up the white light, does this mean that each colour has a different level of energy for moving through mediums? Can anyone explain how the light splits into the various colours if they do not get affected differently by the prism?

[JP]

Each color moves at a different speed in glass.  The amount a light ray bends in the prism depends on its speed in the prism, so the different colors bend different amounts and separate.

As for energy, a single photon of light of a single color has energy that is proportional to its frequency.  Higher frequency (more blue) light therefore has nigher energy than lower frequency (more red) light.  Of course, the energy in light also depends on how bright the light is--a tiny blue flashlight won't have nearly as much energy as a giant red spotlight.